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SPBC vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPBC vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify US Equity PLUS GBTC ETF (SPBC) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPBC achieves a 8.29% return, which is significantly higher than GBTC's -27.69% return.


SPBC

1D
1.46%
1M
2.00%
6M
7.46%
YTD
8.29%
1Y
16.31%
3Y*
25.61%
5Y*
14.97%
10Y*
ALL TIME*
15.45%

GBTC

1D
1.44%
1M
3.76%
6M
-18.73%
YTD
-27.69%
1Y
-44.39%
3Y*
37.01%
5Y*
8.32%
10Y*
49.81%
ALL TIME*
54.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$78.35M$76.63M$100.73M
$388.10K$321.87K$250.56K

SPBC vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPBC
Simplify US Equity PLUS GBTC ETF
8.29%16.83%37.32%48.04%-28.00%13.87%
GBTC
Grayscale Bitcoin Trust ETF
-27.69%-7.65%113.81%317.61%-75.80%3.43%

Correlation

The correlation between SPBC and GBTC is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.69

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.68

The correlation between SPBC and GBTC has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

SPBC vs. GBTC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SPBC
SPBC Risk / Return Rank: 4040
Overall Rank
SPBC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SPBC Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPBC Omega Ratio Rank: 4040
Omega Ratio Rank
SPBC Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPBC Martin Ratio Rank: 4141
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SPBC vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS GBTC ETF (SPBC) and Grayscale Bitcoin Trust ETF (GBTC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPBCGBTCDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+3.03

Omega ratioGain probability vs. loss probability

1.19

0.84

+0.36

Calmar ratioReturn relative to maximum drawdown

1.34

-0.83

+2.17

Martin ratioReturn relative to average drawdown

4.60

-1.27

+5.87

SPBC vs. GBTC - Sharpe Ratio Comparison

The current SPBC Sharpe Ratio is 1.07, which is higher than the GBTC Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of SPBC and GBTC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPBC vs. GBTC - Drawdown Comparison

The maximum SPBC drawdown since its inception was -33.99%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for SPBC and GBTC.


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Drawdown Indicators


SPBCGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-89.91%

+55.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-53.75%

+41.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-53.75%

+32.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.99%

-85.42%

+51.43%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-0.74%

-49.78%

+49.04%

Average Drawdown

Average peak-to-trough decline

-8.45%

-43.51%

+35.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

35.06%

-31.51%

Volatility

SPBC vs. GBTC - Volatility Comparison

The current volatility for Simplify US Equity PLUS GBTC ETF (SPBC) is 4.33%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 8.85%. This indicates that SPBC experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPBCGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

8.85%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

33.72%

-21.77%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

44.38%

-29.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.50%

60.56%

-40.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

81.19%

-60.92%

SPBC vs. GBTC - Expense Ratio Comparison

SPBC has a 0.50% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

SPBC vs. GBTC - Dividend Comparison

SPBC's dividend yield for the trailing twelve months is around 0.83%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%
SPBC
Simplify US Equity PLUS GBTC ETF
0.83%0.85%0.98%3.79%0.60%1.41%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPBC and GBTC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (8.85%) compared to SPBC (4.33%). In terms of maximum drawdown, SPBC dropped -33.99% vs GBTC's -89.91%.

On 5-year performance, SPBC leads with 14.97% vs 8.32% for GBTC. On fees, SPBC is cheaper at 0.50% per year. On volatility, SPBC has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPBC has performed better with a 14.97% return vs 8.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPBC is cheaper with a 0.50% expense ratio, compared with 1.50% for GBTC.

SPBC has the higher dividend yield at 0.83%, compared with 0.00% for GBTC.

SPBC is categorized as Diversified Portfolio, while GBTC is Cryptocurrency. They also come from different issuers: Simplify and Grayscale. Their fees differ too: 0.50% for SPBC and 1.50% for GBTC.

SPBC currently has the higher Sharpe Ratio (1.07 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPBC and GBTC

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